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<a href="_chromosome_8h.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a id="l00001" name="l00001"></a><span class="lineno">    1</span><span class="comment">/*!</span></div>
<div class="line"><a id="l00002" name="l00002"></a><span class="lineno">    2</span><span class="comment"> * </span></div>
<div class="line"><a id="l00003" name="l00003"></a><span class="lineno">    3</span><span class="comment"> *</span></div>
<div class="line"><a id="l00004" name="l00004"></a><span class="lineno">    4</span><span class="comment"> * \brief       CMAChromosomeof the CMA-ES.</span></div>
<div class="line"><a id="l00005" name="l00005"></a><span class="lineno">    5</span><span class="comment"> * </span></div>
<div class="line"><a id="l00006" name="l00006"></a><span class="lineno">    6</span><span class="comment"> * </span></div>
<div class="line"><a id="l00007" name="l00007"></a><span class="lineno">    7</span><span class="comment"> *</span></div>
<div class="line"><a id="l00008" name="l00008"></a><span class="lineno">    8</span><span class="comment"> * \author      T.Voss, T. Glasmachers, O.Krause</span></div>
<div class="line"><a id="l00009" name="l00009"></a><span class="lineno">    9</span><span class="comment"> * \date        2010-2011</span></div>
<div class="line"><a id="l00010" name="l00010"></a><span class="lineno">   10</span><span class="comment"> *</span></div>
<div class="line"><a id="l00011" name="l00011"></a><span class="lineno">   11</span><span class="comment"> *</span></div>
<div class="line"><a id="l00012" name="l00012"></a><span class="lineno">   12</span><span class="comment"> * \par Copyright 1995-2017 Shark Development Team</span></div>
<div class="line"><a id="l00013" name="l00013"></a><span class="lineno">   13</span><span class="comment"> * </span></div>
<div class="line"><a id="l00014" name="l00014"></a><span class="lineno">   14</span><span class="comment"> * &lt;BR&gt;&lt;HR&gt;</span></div>
<div class="line"><a id="l00015" name="l00015"></a><span class="lineno">   15</span><span class="comment"> * This file is part of Shark.</span></div>
<div class="line"><a id="l00016" name="l00016"></a><span class="lineno">   16</span><span class="comment"> * &lt;https://shark-ml.github.io/Shark/&gt;</span></div>
<div class="line"><a id="l00017" name="l00017"></a><span class="lineno">   17</span><span class="comment"> * </span></div>
<div class="line"><a id="l00018" name="l00018"></a><span class="lineno">   18</span><span class="comment"> * Shark is free software: you can redistribute it and/or modify</span></div>
<div class="line"><a id="l00019" name="l00019"></a><span class="lineno">   19</span><span class="comment"> * it under the terms of the GNU Lesser General Public License as published </span></div>
<div class="line"><a id="l00020" name="l00020"></a><span class="lineno">   20</span><span class="comment"> * by the Free Software Foundation, either version 3 of the License, or</span></div>
<div class="line"><a id="l00021" name="l00021"></a><span class="lineno">   21</span><span class="comment"> * (at your option) any later version.</span></div>
<div class="line"><a id="l00022" name="l00022"></a><span class="lineno">   22</span><span class="comment"> * </span></div>
<div class="line"><a id="l00023" name="l00023"></a><span class="lineno">   23</span><span class="comment"> * Shark is distributed in the hope that it will be useful,</span></div>
<div class="line"><a id="l00024" name="l00024"></a><span class="lineno">   24</span><span class="comment"> * but WITHOUT ANY WARRANTY; without even the implied warranty of</span></div>
<div class="line"><a id="l00025" name="l00025"></a><span class="lineno">   25</span><span class="comment"> * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the</span></div>
<div class="line"><a id="l00026" name="l00026"></a><span class="lineno">   26</span><span class="comment"> * GNU Lesser General Public License for more details.</span></div>
<div class="line"><a id="l00027" name="l00027"></a><span class="lineno">   27</span><span class="comment"> * </span></div>
<div class="line"><a id="l00028" name="l00028"></a><span class="lineno">   28</span><span class="comment"> * You should have received a copy of the GNU Lesser General Public License</span></div>
<div class="line"><a id="l00029" name="l00029"></a><span class="lineno">   29</span><span class="comment"> * along with Shark.  If not, see &lt;http://www.gnu.org/licenses/&gt;.</span></div>
<div class="line"><a id="l00030" name="l00030"></a><span class="lineno">   30</span><span class="comment"> *</span></div>
<div class="line"><a id="l00031" name="l00031"></a><span class="lineno">   31</span><span class="comment"> */</span></div>
<div class="line"><a id="l00032" name="l00032"></a><span class="lineno">   32</span><span class="preprocessor">#ifndef SHARK_ALGORITHMS_DIRECT_SEARCH_CMA_CHROMOSOME_H</span></div>
<div class="line"><a id="l00033" name="l00033"></a><span class="lineno">   33</span><span class="preprocessor">#define SHARK_ALGORITHMS_DIRECT_SEARCH_CMA_CHROMOSOME_H</span></div>
<div class="line"><a id="l00034" name="l00034"></a><span class="lineno">   34</span> </div>
<div class="line"><a id="l00035" name="l00035"></a><span class="lineno">   35</span><span class="preprocessor">#include &lt;<a class="code" href="_multi_variate_normal_distribution_8h.html">shark/Statistics/Distributions/MultiVariateNormalDistribution.h</a>&gt;</span></div>
<div class="line"><a id="l00036" name="l00036"></a><span class="lineno">   36</span> </div>
<div class="line"><a id="l00037" name="l00037"></a><span class="lineno">   37</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceshark.html" title="AbstractMultiObjectiveOptimizer.">shark</a> {</div>
<div class="line"><a id="l00038" name="l00038"></a><span class="lineno">   38</span><span class="comment"></span> </div>
<div class="line"><a id="l00039" name="l00039"></a><span class="lineno">   39</span><span class="comment">/**</span></div>
<div class="line"><a id="l00040" name="l00040"></a><span class="lineno">   40</span><span class="comment">* \brief Models a CMAChromosomeof the elitist (MO-)CMA-ES that encodes strategy parameters.</span></div>
<div class="line"><a id="l00041" name="l00041"></a><span class="lineno">   41</span><span class="comment">*/</span></div>
<div class="foldopen" id="foldopen00042" data-start="{" data-end="};">
<div class="line"><a id="l00042" name="l00042"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html">   42</a></span><span class="keyword">struct </span><a class="code hl_struct" href="structshark_1_1_c_m_a_chromosome.html" title="Models a CMAChromosomeof the elitist (MO-)CMA-ES that encodes strategy parameters.">CMAChromosome</a>{</div>
<div class="foldopen" id="foldopen00043" data-start="{" data-end="};">
<div class="line"><a id="l00043" name="l00043"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#a1f218363002ca2397630da815462d207">   43</a></span>    <span class="keyword">enum</span> <a class="code hl_enumeration" href="structshark_1_1_c_m_a_chromosome.html#a1f218363002ca2397630da815462d207">IndividualSuccess</a>{</div>
<div class="line"><a id="l00044" name="l00044"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#a1f218363002ca2397630da815462d207a2658107652dbc18fa1dfc1561bbc9d8d">   44</a></span>        <a class="code hl_enumvalue" href="structshark_1_1_c_m_a_chromosome.html#a1f218363002ca2397630da815462d207a2658107652dbc18fa1dfc1561bbc9d8d">Successful</a> = 1,</div>
<div class="line"><a id="l00045" name="l00045"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#a1f218363002ca2397630da815462d207a1f723904e22cffee4ff5181b75f590a4">   45</a></span>        <a class="code hl_enumvalue" href="structshark_1_1_c_m_a_chromosome.html#a1f218363002ca2397630da815462d207a1f723904e22cffee4ff5181b75f590a4">Unsuccessful</a> = 2,</div>
<div class="line"><a id="l00046" name="l00046"></a><span class="lineno">   46</span>        <a class="code hl_enumvalue" href="structshark_1_1_c_m_a_chromosome.html#a1f218363002ca2397630da815462d207aab6c93c854b415c823070faca8878c12">Failure</a> = 3</div>
<div class="line"><a id="l00047" name="l00047"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#a1f218363002ca2397630da815462d207aab6c93c854b415c823070faca8878c12">   47</a></span>    };</div>
</div>
<div class="line"><a id="l00048" name="l00048"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#a5cae82c29c7c3423e3141ec7934db090">   48</a></span>    <a class="code hl_class" href="classshark_1_1_multi_variate_normal_distribution_cholesky.html" title="Multivariate normal distribution with zero mean using a cholesky decomposition.">MultiVariateNormalDistributionCholesky</a> <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a5cae82c29c7c3423e3141ec7934db090" title="Models the search distribution using a cholsky matrix.">m_mutationDistribution</a>; <span class="comment">///&lt; Models the search distribution using a cholsky matrix</span></div>
<div class="line"><a id="l00049" name="l00049"></a><span class="lineno">   49</span> </div>
<div class="line"><a id="l00050" name="l00050"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#a6bf2c9b5df1dbaf02ebc2d4d353bda88">   50</a></span>    RealVector <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a6bf2c9b5df1dbaf02ebc2d4d353bda88" title="Low-pass filtered accumulation of successful mutative steps.">m_evolutionPath</a>; <span class="comment">///&lt; Low-pass filtered accumulation of successful mutative steps.</span></div>
<div class="line"><a id="l00051" name="l00051"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#ada778d876f95126d15d8fffd0e569764">   51</a></span>    RealVector <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#ada778d876f95126d15d8fffd0e569764" title="The most recent mutative step.">m_lastStep</a>; <span class="comment">///&lt; The most recent mutative step.</span></div>
<div class="line"><a id="l00052" name="l00052"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#a3b0339485d78e58d3cbebb0deb1a0ca5">   52</a></span>    RealVector <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a3b0339485d78e58d3cbebb0deb1a0ca5" title="The sample from N(0,I) that produced the last step.">m_lastZ</a>; <span class="comment">///&lt; The sample from N(0,I) that produced the last step.</span></div>
<div class="line"><a id="l00053" name="l00053"></a><span class="lineno">   53</span> </div>
<div class="line"><a id="l00054" name="l00054"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#a6af1a949711f8816d6365a6c6391ee86">   54</a></span>    <span class="keywordtype">double</span> <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a6af1a949711f8816d6365a6c6391ee86" title="The step-size used to scale the normally-distributed mutative steps. Dynamically adapted during the r...">m_stepSize</a>; <span class="comment">///&lt; The step-size used to scale the normally-distributed mutative steps. Dynamically adapted during the run.</span></div>
<div class="line"><a id="l00055" name="l00055"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#a289c4958f7b199d93fdb40d6f26b66d6">   55</a></span>    <span class="keywordtype">double</span> <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a289c4958f7b199d93fdb40d6f26b66d6" title="Damping factor  used in the step-size update procedure.">m_stepSizeDampingFactor</a>; <span class="comment">///&lt; Damping factor \f$d\f$ used in the step-size update procedure.</span></div>
<div class="line"><a id="l00056" name="l00056"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#ac74fce75d02c73cc4280f891c860ee75">   56</a></span>    <span class="keywordtype">double</span> <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#ac74fce75d02c73cc4280f891c860ee75" title="The learning rate for the step-size.">m_stepSizeLearningRate</a>; <span class="comment">///&lt; The learning rate for the step-size.</span></div>
<div class="line"><a id="l00057" name="l00057"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#a022346615e7fe36b57acbf3f680e3bf0">   57</a></span>    <span class="keywordtype">double</span> <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a022346615e7fe36b57acbf3f680e3bf0" title="Current success probability of this parameter set.">m_successProbability</a>; <span class="comment">///&lt; Current success probability of this parameter set.</span></div>
<div class="line"><a id="l00058" name="l00058"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#a0b07c3150e6f2fe503e8707bfb017ead">   58</a></span>    <span class="keywordtype">double</span> <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a0b07c3150e6f2fe503e8707bfb017ead" title="Target success probability, close .">m_targetSuccessProbability</a>; <span class="comment">///&lt; Target success probability, close \f$ \frac{1}{5}\f$.</span></div>
<div class="line"><a id="l00059" name="l00059"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#a89bd872d3d439e5108c49dfca3a27d2b">   59</a></span>    <span class="keywordtype">double</span> <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a89bd872d3d439e5108c49dfca3a27d2b" title="Learning rate (constant) for updating the evolution path.">m_evolutionPathLearningRate</a>; <span class="comment">///&lt; Learning rate (constant) for updating the evolution path.</span></div>
<div class="line"><a id="l00060" name="l00060"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#a20bac09c3fe5303052fda9eb6482f0d4">   60</a></span>    <span class="keywordtype">double</span> <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a20bac09c3fe5303052fda9eb6482f0d4" title="Learning rate (constant) for updating the covariance matrix.">m_covarianceMatrixLearningRate</a>; <span class="comment">///&lt; Learning rate (constant) for updating the covariance matrix.</span></div>
<div class="line"><a id="l00061" name="l00061"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#a4ef9704be8fe2674fe29e69e59a122dc">   61</a></span>    <span class="keywordtype">double</span> <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a4ef9704be8fe2674fe29e69e59a122dc" title="Learning rate (constant) for unlearning unsuccessful directions from the covariance matrix.">m_covarianceMatrixUnlearningRate</a>; <span class="comment">///&lt; Learning rate (constant) for unlearning unsuccessful directions from the covariance matrix.</span></div>
<div class="line"><a id="l00062" name="l00062"></a><span class="lineno">   62</span> </div>
<div class="line"><a id="l00063" name="l00063"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#ab36738a46bad24a90a050702062d319c">   63</a></span>    <span class="keywordtype">double</span> <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#ab36738a46bad24a90a050702062d319c" title="Success threshold  for cutting off evolution path updates.">m_successThreshold</a>; <span class="comment">///&lt; Success threshold \f$p_{\text{thresh}}\f$ for cutting off evolution path updates.</span></div>
<div class="line"><a id="l00064" name="l00064"></a><span class="lineno">   64</span>    </div>
<div class="line"><a id="l00065" name="l00065"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#a3140075b6f17139924e0a45a3f0270b9">   65</a></span>    <a class="code hl_function" href="structshark_1_1_c_m_a_chromosome.html#a3140075b6f17139924e0a45a3f0270b9">CMAChromosome</a>(){}</div>
<div class="foldopen" id="foldopen00066" data-start="{" data-end="}">
<div class="line"><a id="l00066" name="l00066"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#aba46843f3412c36f04ec4c01fc8eabd8">   66</a></span>    <a class="code hl_function" href="structshark_1_1_c_m_a_chromosome.html#aba46843f3412c36f04ec4c01fc8eabd8">CMAChromosome</a>(</div>
<div class="line"><a id="l00067" name="l00067"></a><span class="lineno">   67</span>        std::size_t searchSpaceDimension,</div>
<div class="line"><a id="l00068" name="l00068"></a><span class="lineno">   68</span>        <span class="keywordtype">double</span> successThreshold,</div>
<div class="line"><a id="l00069" name="l00069"></a><span class="lineno">   69</span>        <span class="keywordtype">double</span> initialStepSize</div>
<div class="line"><a id="l00070" name="l00070"></a><span class="lineno">   70</span>    )</div>
<div class="line"><a id="l00071" name="l00071"></a><span class="lineno">   71</span>    : <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a6af1a949711f8816d6365a6c6391ee86" title="The step-size used to scale the normally-distributed mutative steps. Dynamically adapted during the r...">m_stepSize</a>( initialStepSize )</div>
<div class="line"><a id="l00072" name="l00072"></a><span class="lineno">   72</span>    , <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a20bac09c3fe5303052fda9eb6482f0d4" title="Learning rate (constant) for updating the covariance matrix.">m_covarianceMatrixLearningRate</a>( 0 )</div>
<div class="line"><a id="l00073" name="l00073"></a><span class="lineno">   73</span>    , <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#ab36738a46bad24a90a050702062d319c" title="Success threshold  for cutting off evolution path updates.">m_successThreshold</a>(successThreshold)</div>
<div class="line"><a id="l00074" name="l00074"></a><span class="lineno">   74</span>    {</div>
<div class="line"><a id="l00075" name="l00075"></a><span class="lineno">   75</span>        <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a5cae82c29c7c3423e3141ec7934db090" title="Models the search distribution using a cholsky matrix.">m_mutationDistribution</a>.<a class="code hl_function" href="classshark_1_1_multi_variate_normal_distribution_cholesky.html#a3282df396618643594c4e4e5ea932862" title="Resizes the distribution. Updates both eigenvectors and eigenvalues.">resize</a>( searchSpaceDimension );</div>
<div class="line"><a id="l00076" name="l00076"></a><span class="lineno">   76</span>        <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a6bf2c9b5df1dbaf02ebc2d4d353bda88" title="Low-pass filtered accumulation of successful mutative steps.">m_evolutionPath</a>.resize( searchSpaceDimension );</div>
<div class="line"><a id="l00077" name="l00077"></a><span class="lineno">   77</span>        <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#ada778d876f95126d15d8fffd0e569764" title="The most recent mutative step.">m_lastStep</a>.resize( searchSpaceDimension );</div>
<div class="line"><a id="l00078" name="l00078"></a><span class="lineno">   78</span>        <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a3b0339485d78e58d3cbebb0deb1a0ca5" title="The sample from N(0,I) that produced the last step.">m_lastZ</a>.resize( searchSpaceDimension );</div>
<div class="line"><a id="l00079" name="l00079"></a><span class="lineno">   79</span> </div>
<div class="line"><a id="l00080" name="l00080"></a><span class="lineno">   80</span>        <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a0b07c3150e6f2fe503e8707bfb017ead" title="Target success probability, close .">m_targetSuccessProbability</a> = 1.0 / ( 5.0 + 1/2.0 );     </div>
<div class="line"><a id="l00081" name="l00081"></a><span class="lineno">   81</span>        <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a022346615e7fe36b57acbf3f680e3bf0" title="Current success probability of this parameter set.">m_successProbability</a> = <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a0b07c3150e6f2fe503e8707bfb017ead" title="Target success probability, close .">m_targetSuccessProbability</a>;</div>
<div class="line"><a id="l00082" name="l00082"></a><span class="lineno">   82</span>        <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a289c4958f7b199d93fdb40d6f26b66d6" title="Damping factor  used in the step-size update procedure.">m_stepSizeDampingFactor</a> = 1.0 + searchSpaceDimension / 2.;</div>
<div class="line"><a id="l00083" name="l00083"></a><span class="lineno">   83</span>        <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#ac74fce75d02c73cc4280f891c860ee75" title="The learning rate for the step-size.">m_stepSizeLearningRate</a> = <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a0b07c3150e6f2fe503e8707bfb017ead" title="Target success probability, close .">m_targetSuccessProbability</a>/ (2. + <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a0b07c3150e6f2fe503e8707bfb017ead" title="Target success probability, close .">m_targetSuccessProbability</a> );</div>
<div class="line"><a id="l00084" name="l00084"></a><span class="lineno">   84</span>        <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a89bd872d3d439e5108c49dfca3a27d2b" title="Learning rate (constant) for updating the evolution path.">m_evolutionPathLearningRate</a> = 2.0 / (2.0 + searchSpaceDimension);</div>
<div class="line"><a id="l00085" name="l00085"></a><span class="lineno">   85</span>        <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a20bac09c3fe5303052fda9eb6482f0d4" title="Learning rate (constant) for updating the covariance matrix.">m_covarianceMatrixLearningRate</a> = 2.0 / (<a class="code hl_function" href="group__shark__globals.html#gae1f82613484173e9fe1a07960dabff63" title="Calculates x^2.">sqr</a>(searchSpaceDimension) + 6.);</div>
<div class="line"><a id="l00086" name="l00086"></a><span class="lineno">   86</span>        <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a4ef9704be8fe2674fe29e69e59a122dc" title="Learning rate (constant) for unlearning unsuccessful directions from the covariance matrix.">m_covarianceMatrixUnlearningRate</a> = 0.4/( std::pow(searchSpaceDimension, 1.6 )+1. );</div>
<div class="line"><a id="l00087" name="l00087"></a><span class="lineno">   87</span>    }</div>
</div>
<div class="line"><a id="l00088" name="l00088"></a><span class="lineno">   88</span>    <span class="comment"></span></div>
<div class="line"><a id="l00089" name="l00089"></a><span class="lineno">   89</span><span class="comment">    /**</span></div>
<div class="line"><a id="l00090" name="l00090"></a><span class="lineno">   90</span><span class="comment">    * \brief Updates a \f$(\mu+1)\f$-MO-CMA-ES chromosome of an successful offspring individual. It is assumed that unsuccessful individuals are not selected for future mutation.</span></div>
<div class="line"><a id="l00091" name="l00091"></a><span class="lineno">   91</span><span class="comment">    *</span></div>
<div class="line"><a id="l00092" name="l00092"></a><span class="lineno">   92</span><span class="comment">    * Updates strategy parameters according to:</span></div>
<div class="line"><a id="l00093" name="l00093"></a><span class="lineno">   93</span><span class="comment">    * \f{align*}</span></div>
<div class="line"><a id="l00094" name="l00094"></a><span class="lineno">   94</span><span class="comment">    *   \bar{p}_{\text{succ}} &amp; \leftarrow &amp; (1-c_p)\bar{p}_{\text{succ}} + c_p \\</span></div>
<div class="line"><a id="l00095" name="l00095"></a><span class="lineno">   95</span><span class="comment">    *   \sigma &amp; \leftarrow &amp; \sigma \cdot e^{\frac{1}{d}\frac{\bar{p}_{\text{succ}} - p^{\text{target}}_{\text{succ}}}{1-p^{\text{target}}_{\text{succ}}}}\\</span></div>
<div class="line"><a id="l00096" name="l00096"></a><span class="lineno">   96</span><span class="comment">    *   \vec{p}_c &amp; \leftarrow &amp; (1-c_c) \vec{p}_c + \mathbb{1}_{\bar{p}_{\text{succ}} &lt; p_{\text{thresh}}} \sqrt{c_c (2 - c_c)} \vec{x}_{\text{step}} \\</span></div>
<div class="line"><a id="l00097" name="l00097"></a><span class="lineno">   97</span><span class="comment">    *   \vec{C} &amp; \leftarrow &amp; (1-c_{\text{cov}}) \vec{C} + c_{\text{cov}} \left(  \vec{p}_c \vec{p}_c^T + \mathbb{1}_{\bar{p}_{\text{succ}} \geq p_{\text{thresh}}} c_c (2 - c_c) \vec{C} \right)</span></div>
<div class="line"><a id="l00098" name="l00098"></a><span class="lineno">   98</span><span class="comment">    * \f}</span></div>
<div class="line"><a id="l00099" name="l00099"></a><span class="lineno">   99</span><span class="comment">    */</span>  </div>
<div class="foldopen" id="foldopen00100" data-start="{" data-end="}">
<div class="line"><a id="l00100" name="l00100"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#a6a24c38dcc70306f8204f4c83bdf59f1">  100</a></span>    <span class="keywordtype">void</span> <a class="code hl_function" href="structshark_1_1_c_m_a_chromosome.html#a6a24c38dcc70306f8204f4c83bdf59f1" title="Updates a -MO-CMA-ES chromosome of an successful offspring individual. It is assumed that unsuccessfu...">updateAsOffspring</a>() {</div>
<div class="line"><a id="l00101" name="l00101"></a><span class="lineno">  101</span>        <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a022346615e7fe36b57acbf3f680e3bf0" title="Current success probability of this parameter set.">m_successProbability</a> = (1 - <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#ac74fce75d02c73cc4280f891c860ee75" title="The learning rate for the step-size.">m_stepSizeLearningRate</a>) * <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a022346615e7fe36b57acbf3f680e3bf0" title="Current success probability of this parameter set.">m_successProbability</a> + <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#ac74fce75d02c73cc4280f891c860ee75" title="The learning rate for the step-size.">m_stepSizeLearningRate</a>;</div>
<div class="line"><a id="l00102" name="l00102"></a><span class="lineno">  102</span>        <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a6af1a949711f8816d6365a6c6391ee86" title="The step-size used to scale the normally-distributed mutative steps. Dynamically adapted during the r...">m_stepSize</a> *= ::exp( 1./<a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a289c4958f7b199d93fdb40d6f26b66d6" title="Damping factor  used in the step-size update procedure.">m_stepSizeDampingFactor</a> * (<a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a022346615e7fe36b57acbf3f680e3bf0" title="Current success probability of this parameter set.">m_successProbability</a> - <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a0b07c3150e6f2fe503e8707bfb017ead" title="Target success probability, close .">m_targetSuccessProbability</a>) / (1-<a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a0b07c3150e6f2fe503e8707bfb017ead" title="Target success probability, close .">m_targetSuccessProbability</a>) );</div>
<div class="line"><a id="l00103" name="l00103"></a><span class="lineno">  103</span>        </div>
<div class="line"><a id="l00104" name="l00104"></a><span class="lineno">  104</span>        <span class="keywordtype">double</span> evolutionpathUpdateWeight=<a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a89bd872d3d439e5108c49dfca3a27d2b" title="Learning rate (constant) for updating the evolution path.">m_evolutionPathLearningRate</a> * ( 2.-<a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a89bd872d3d439e5108c49dfca3a27d2b" title="Learning rate (constant) for updating the evolution path.">m_evolutionPathLearningRate</a> );</div>
<div class="line"><a id="l00105" name="l00105"></a><span class="lineno">  105</span>        <span class="keywordflow">if</span>( <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a022346615e7fe36b57acbf3f680e3bf0" title="Current success probability of this parameter set.">m_successProbability</a> &lt; <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#ab36738a46bad24a90a050702062d319c" title="Success threshold  for cutting off evolution path updates.">m_successThreshold</a> ) {</div>
<div class="line"><a id="l00106" name="l00106"></a><span class="lineno">  106</span>            <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a6bf2c9b5df1dbaf02ebc2d4d353bda88" title="Low-pass filtered accumulation of successful mutative steps.">m_evolutionPath</a> *= 1 - <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a89bd872d3d439e5108c49dfca3a27d2b" title="Learning rate (constant) for updating the evolution path.">m_evolutionPathLearningRate</a>;</div>
<div class="line"><a id="l00107" name="l00107"></a><span class="lineno">  107</span>            noalias(<a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a6bf2c9b5df1dbaf02ebc2d4d353bda88" title="Low-pass filtered accumulation of successful mutative steps.">m_evolutionPath</a>) += std::sqrt( evolutionpathUpdateWeight ) * <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#ada778d876f95126d15d8fffd0e569764" title="The most recent mutative step.">m_lastStep</a>;</div>
<div class="line"><a id="l00108" name="l00108"></a><span class="lineno">  108</span>            rankOneUpdate(1 - <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a20bac09c3fe5303052fda9eb6482f0d4" title="Learning rate (constant) for updating the covariance matrix.">m_covarianceMatrixLearningRate</a>,<a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a20bac09c3fe5303052fda9eb6482f0d4" title="Learning rate (constant) for updating the covariance matrix.">m_covarianceMatrixLearningRate</a>,<a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a6bf2c9b5df1dbaf02ebc2d4d353bda88" title="Low-pass filtered accumulation of successful mutative steps.">m_evolutionPath</a>);</div>
<div class="line"><a id="l00109" name="l00109"></a><span class="lineno">  109</span>        } <span class="keywordflow">else</span> {</div>
<div class="line"><a id="l00110" name="l00110"></a><span class="lineno">  110</span>            roundUpdate();</div>
<div class="line"><a id="l00111" name="l00111"></a><span class="lineno">  111</span>        }</div>
<div class="line"><a id="l00112" name="l00112"></a><span class="lineno">  112</span>    }</div>
</div>
<div class="line"><a id="l00113" name="l00113"></a><span class="lineno">  113</span>    <span class="comment"></span></div>
<div class="line"><a id="l00114" name="l00114"></a><span class="lineno">  114</span><span class="comment">    /**</span></div>
<div class="line"><a id="l00115" name="l00115"></a><span class="lineno">  115</span><span class="comment">    * \brief Updates a \f$(\mu+1)\f$-MO-CMA-ES chromosome of a parent individual.</span></div>
<div class="line"><a id="l00116" name="l00116"></a><span class="lineno">  116</span><span class="comment">    *</span></div>
<div class="line"><a id="l00117" name="l00117"></a><span class="lineno">  117</span><span class="comment">    * This is called when the parent individual survived the last selection process. The update process depends now on how the offspring fares:</span></div>
<div class="line"><a id="l00118" name="l00118"></a><span class="lineno">  118</span><span class="comment">    * It can be successful, unsuccesful or a complete failure.</span></div>
<div class="line"><a id="l00119" name="l00119"></a><span class="lineno">  119</span><span class="comment">    * </span></div>
<div class="line"><a id="l00120" name="l00120"></a><span class="lineno">  120</span><span class="comment">    * Based on whether it is succesful or not, the global stepsize is adapted as for the child. In the case of a failure the direction of that individual is actively </span></div>
<div class="line"><a id="l00121" name="l00121"></a><span class="lineno">  121</span><span class="comment">    * purged from the Covariance matrix to make this offspring less likely.</span></div>
<div class="line"><a id="l00122" name="l00122"></a><span class="lineno">  122</span><span class="comment">    */</span>  </div>
<div class="foldopen" id="foldopen00123" data-start="{" data-end="}">
<div class="line"><a id="l00123" name="l00123"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#a75bc2d00ca8b695014e3c94ff1063afa">  123</a></span>    <span class="keywordtype">void</span> <a class="code hl_function" href="structshark_1_1_c_m_a_chromosome.html#a75bc2d00ca8b695014e3c94ff1063afa" title="Updates a -MO-CMA-ES chromosome of a parent individual.">updateAsParent</a>(<a class="code hl_enumeration" href="structshark_1_1_c_m_a_chromosome.html#a1f218363002ca2397630da815462d207">IndividualSuccess</a> offspringSuccess) {</div>
<div class="line"><a id="l00124" name="l00124"></a><span class="lineno">  124</span>        <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a022346615e7fe36b57acbf3f680e3bf0" title="Current success probability of this parameter set.">m_successProbability</a> = (1 - <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#ac74fce75d02c73cc4280f891c860ee75" title="The learning rate for the step-size.">m_stepSizeLearningRate</a>) * <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a022346615e7fe36b57acbf3f680e3bf0" title="Current success probability of this parameter set.">m_successProbability</a> + <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#ac74fce75d02c73cc4280f891c860ee75" title="The learning rate for the step-size.">m_stepSizeLearningRate</a> * (offspringSuccess == <a class="code hl_enumvalue" href="structshark_1_1_c_m_a_chromosome.html#a1f218363002ca2397630da815462d207a2658107652dbc18fa1dfc1561bbc9d8d">Successful</a>);</div>
<div class="line"><a id="l00125" name="l00125"></a><span class="lineno">  125</span>        <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a6af1a949711f8816d6365a6c6391ee86" title="The step-size used to scale the normally-distributed mutative steps. Dynamically adapted during the r...">m_stepSize</a> *= ::exp( 1./<a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a289c4958f7b199d93fdb40d6f26b66d6" title="Damping factor  used in the step-size update procedure.">m_stepSizeDampingFactor</a> * (<a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a022346615e7fe36b57acbf3f680e3bf0" title="Current success probability of this parameter set.">m_successProbability</a> - <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a0b07c3150e6f2fe503e8707bfb017ead" title="Target success probability, close .">m_targetSuccessProbability</a>) / (1-<a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a0b07c3150e6f2fe503e8707bfb017ead" title="Target success probability, close .">m_targetSuccessProbability</a>) );</div>
<div class="line"><a id="l00126" name="l00126"></a><span class="lineno">  126</span>        </div>
<div class="line"><a id="l00127" name="l00127"></a><span class="lineno">  127</span>        <span class="keywordflow">if</span>(offspringSuccess != <a class="code hl_enumvalue" href="structshark_1_1_c_m_a_chromosome.html#a1f218363002ca2397630da815462d207aab6c93c854b415c823070faca8878c12">Failure</a>) <span class="keywordflow">return</span>;</div>
<div class="line"><a id="l00128" name="l00128"></a><span class="lineno">  128</span>        </div>
<div class="line"><a id="l00129" name="l00129"></a><span class="lineno">  129</span>        <span class="keywordflow">if</span>( <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a022346615e7fe36b57acbf3f680e3bf0" title="Current success probability of this parameter set.">m_successProbability</a> &lt; <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#ab36738a46bad24a90a050702062d319c" title="Success threshold  for cutting off evolution path updates.">m_successThreshold</a> ) {</div>
<div class="line"><a id="l00130" name="l00130"></a><span class="lineno">  130</span>            <span class="comment">//check whether the step is admissible with the proposed update weight</span></div>
<div class="line"><a id="l00131" name="l00131"></a><span class="lineno">  131</span>            <span class="keywordtype">double</span> stepNormSqr = norm_sqr( <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a3b0339485d78e58d3cbebb0deb1a0ca5" title="The sample from N(0,I) that produced the last step.">m_lastZ</a> );</div>
<div class="line"><a id="l00132" name="l00132"></a><span class="lineno">  132</span>            <span class="keywordtype">double</span> rate = <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a4ef9704be8fe2674fe29e69e59a122dc" title="Learning rate (constant) for unlearning unsuccessful directions from the covariance matrix.">m_covarianceMatrixUnlearningRate</a>;</div>
<div class="line"><a id="l00133" name="l00133"></a><span class="lineno">  133</span>            </div>
<div class="line"><a id="l00134" name="l00134"></a><span class="lineno">  134</span>            <span class="keywordflow">if</span>( stepNormSqr &gt; 1 &amp;&amp; 1 &lt;  <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a4ef9704be8fe2674fe29e69e59a122dc" title="Learning rate (constant) for unlearning unsuccessful directions from the covariance matrix.">m_covarianceMatrixUnlearningRate</a>*(2*stepNormSqr-1) ){</div>
<div class="line"><a id="l00135" name="l00135"></a><span class="lineno">  135</span>                rate = 1.0/(2*stepNormSqr-1);<span class="comment">//make the update shorter</span></div>
<div class="line"><a id="l00136" name="l00136"></a><span class="lineno">  136</span>                <span class="comment">//~ return; //better be safe for now</span></div>
<div class="line"><a id="l00137" name="l00137"></a><span class="lineno">  137</span>            }</div>
<div class="line"><a id="l00138" name="l00138"></a><span class="lineno">  138</span>            rankOneUpdate(1+rate,-rate,<a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#ada778d876f95126d15d8fffd0e569764" title="The most recent mutative step.">m_lastStep</a>);</div>
<div class="line"><a id="l00139" name="l00139"></a><span class="lineno">  139</span>        } <span class="keywordflow">else</span> {</div>
<div class="line"><a id="l00140" name="l00140"></a><span class="lineno">  140</span>            roundUpdate();</div>
<div class="line"><a id="l00141" name="l00141"></a><span class="lineno">  141</span>        }</div>
<div class="line"><a id="l00142" name="l00142"></a><span class="lineno">  142</span>    }</div>
</div>
<div class="line"><a id="l00143" name="l00143"></a><span class="lineno">  143</span><span class="comment"></span> </div>
<div class="line"><a id="l00144" name="l00144"></a><span class="lineno">  144</span><span class="comment">    /**</span></div>
<div class="line"><a id="l00145" name="l00145"></a><span class="lineno">  145</span><span class="comment">    * \brief Serializes the CMAChromosometo the supplied archive.</span></div>
<div class="line"><a id="l00146" name="l00146"></a><span class="lineno">  146</span><span class="comment">    * \tparam Archive The type of the archive the CMAChromosomeshall be serialized to.</span></div>
<div class="line"><a id="l00147" name="l00147"></a><span class="lineno">  147</span><span class="comment">    * \param [in,out] archive The archive to serialize to.</span></div>
<div class="line"><a id="l00148" name="l00148"></a><span class="lineno">  148</span><span class="comment">    * \param [in] version Version information (optional and not used here).</span></div>
<div class="line"><a id="l00149" name="l00149"></a><span class="lineno">  149</span><span class="comment">    */</span></div>
<div class="line"><a id="l00150" name="l00150"></a><span class="lineno">  150</span>    <span class="keyword">template</span>&lt;<span class="keyword">typename</span> Archive&gt;</div>
<div class="foldopen" id="foldopen00151" data-start="{" data-end="}">
<div class="line"><a id="l00151" name="l00151"></a><span class="lineno"><a class="line" href="structshark_1_1_c_m_a_chromosome.html#a02412ded01f20ad747d1eac66afb1d5a">  151</a></span>    <span class="keywordtype">void</span> <a class="code hl_function" href="structshark_1_1_c_m_a_chromosome.html#a02412ded01f20ad747d1eac66afb1d5a" title="Serializes the CMAChromosometo the supplied archive.">serialize</a>( Archive &amp; archive, <span class="keyword">const</span> <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span> version ) {</div>
<div class="line"><a id="l00152" name="l00152"></a><span class="lineno">  152</span> </div>
<div class="line"><a id="l00153" name="l00153"></a><span class="lineno">  153</span>        archive &amp; BOOST_SERIALIZATION_NVP( <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a5cae82c29c7c3423e3141ec7934db090" title="Models the search distribution using a cholsky matrix.">m_mutationDistribution</a> );</div>
<div class="line"><a id="l00154" name="l00154"></a><span class="lineno">  154</span>        <span class="comment">//~ archive &amp; BOOST_SERIALIZATION_NVP( m_inverseCholesky );</span></div>
<div class="line"><a id="l00155" name="l00155"></a><span class="lineno">  155</span> </div>
<div class="line"><a id="l00156" name="l00156"></a><span class="lineno">  156</span>        archive &amp; BOOST_SERIALIZATION_NVP( <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a6bf2c9b5df1dbaf02ebc2d4d353bda88" title="Low-pass filtered accumulation of successful mutative steps.">m_evolutionPath</a> );</div>
<div class="line"><a id="l00157" name="l00157"></a><span class="lineno">  157</span>        archive &amp; BOOST_SERIALIZATION_NVP( <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#ada778d876f95126d15d8fffd0e569764" title="The most recent mutative step.">m_lastStep</a> );</div>
<div class="line"><a id="l00158" name="l00158"></a><span class="lineno">  158</span> </div>
<div class="line"><a id="l00159" name="l00159"></a><span class="lineno">  159</span>        archive &amp; BOOST_SERIALIZATION_NVP( <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a6af1a949711f8816d6365a6c6391ee86" title="The step-size used to scale the normally-distributed mutative steps. Dynamically adapted during the r...">m_stepSize</a> );</div>
<div class="line"><a id="l00160" name="l00160"></a><span class="lineno">  160</span>        archive &amp; BOOST_SERIALIZATION_NVP( <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a289c4958f7b199d93fdb40d6f26b66d6" title="Damping factor  used in the step-size update procedure.">m_stepSizeDampingFactor</a> );</div>
<div class="line"><a id="l00161" name="l00161"></a><span class="lineno">  161</span>        archive &amp; BOOST_SERIALIZATION_NVP( <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#ac74fce75d02c73cc4280f891c860ee75" title="The learning rate for the step-size.">m_stepSizeLearningRate</a> );</div>
<div class="line"><a id="l00162" name="l00162"></a><span class="lineno">  162</span>        archive &amp; BOOST_SERIALIZATION_NVP( <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a022346615e7fe36b57acbf3f680e3bf0" title="Current success probability of this parameter set.">m_successProbability</a> );</div>
<div class="line"><a id="l00163" name="l00163"></a><span class="lineno">  163</span>        archive &amp; BOOST_SERIALIZATION_NVP( <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a0b07c3150e6f2fe503e8707bfb017ead" title="Target success probability, close .">m_targetSuccessProbability</a> );</div>
<div class="line"><a id="l00164" name="l00164"></a><span class="lineno">  164</span>        archive &amp; BOOST_SERIALIZATION_NVP( <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#ab36738a46bad24a90a050702062d319c" title="Success threshold  for cutting off evolution path updates.">m_successThreshold</a>);</div>
<div class="line"><a id="l00165" name="l00165"></a><span class="lineno">  165</span>        archive &amp; BOOST_SERIALIZATION_NVP( <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a89bd872d3d439e5108c49dfca3a27d2b" title="Learning rate (constant) for updating the evolution path.">m_evolutionPathLearningRate</a> );</div>
<div class="line"><a id="l00166" name="l00166"></a><span class="lineno">  166</span>        archive &amp; BOOST_SERIALIZATION_NVP( <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a20bac09c3fe5303052fda9eb6482f0d4" title="Learning rate (constant) for updating the covariance matrix.">m_covarianceMatrixLearningRate</a> );</div>
<div class="line"><a id="l00167" name="l00167"></a><span class="lineno">  167</span>        archive &amp; BOOST_SERIALIZATION_NVP( <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a4ef9704be8fe2674fe29e69e59a122dc" title="Learning rate (constant) for unlearning unsuccessful directions from the covariance matrix.">m_covarianceMatrixUnlearningRate</a> );</div>
<div class="line"><a id="l00168" name="l00168"></a><span class="lineno">  168</span>    }</div>
</div>
<div class="line"><a id="l00169" name="l00169"></a><span class="lineno">  169</span><span class="keyword">private</span>:</div>
<div class="line"><a id="l00170" name="l00170"></a><span class="lineno">  170</span>    <span class="comment"></span></div>
<div class="line"><a id="l00171" name="l00171"></a><span class="lineno">  171</span><span class="comment">    /// \brief Performs a rank one update to the cholesky factor. </span></div>
<div class="line"><a id="l00172" name="l00172"></a><span class="lineno">  172</span><span class="comment">    ///</span></div>
<div class="line"><a id="l00173" name="l00173"></a><span class="lineno">  173</span><span class="comment">    /// This also requries an update of the inverse cholesky factor, that is the only reason, it exists.</span></div>
<div class="line"><a id="l00174" name="l00174"></a><span class="lineno">  174</span><span class="comment"></span>    <span class="keywordtype">void</span> rankOneUpdate(<span class="keywordtype">double</span> alpha, <span class="keywordtype">double</span> beta, RealVector <span class="keyword">const</span>&amp; v){</div>
<div class="line"><a id="l00175" name="l00175"></a><span class="lineno">  175</span>        <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a5cae82c29c7c3423e3141ec7934db090" title="Models the search distribution using a cholsky matrix.">m_mutationDistribution</a>.<a class="code hl_function" href="classshark_1_1_multi_variate_normal_distribution_cholesky.html#ab0afb717b2e773692a4b972c104708d1" title="Updates the covariance matrix of the distribution to C&lt;- alpha*C+beta * vv^T.">rankOneUpdate</a>(alpha,beta,v);</div>
<div class="line"><a id="l00176" name="l00176"></a><span class="lineno">  176</span>    }</div>
<div class="line"><a id="l00177" name="l00177"></a><span class="lineno">  177</span>    <span class="comment"></span></div>
<div class="line"><a id="l00178" name="l00178"></a><span class="lineno">  178</span><span class="comment">    /// \brief Performs an update step which makes the distribution more round</span></div>
<div class="line"><a id="l00179" name="l00179"></a><span class="lineno">  179</span><span class="comment">    ///</span></div>
<div class="line"><a id="l00180" name="l00180"></a><span class="lineno">  180</span><span class="comment">    /// This is called, when the distribution is too successful as this indicates that the step size  </span></div>
<div class="line"><a id="l00181" name="l00181"></a><span class="lineno">  181</span><span class="comment">    /// in some direction is too small to be useful</span></div>
<div class="line"><a id="l00182" name="l00182"></a><span class="lineno">  182</span><span class="comment"></span>    <span class="keywordtype">void</span> roundUpdate(){</div>
<div class="line"><a id="l00183" name="l00183"></a><span class="lineno">  183</span>        <span class="keywordtype">double</span> evolutionpathUpdateWeight = <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a89bd872d3d439e5108c49dfca3a27d2b" title="Learning rate (constant) for updating the evolution path.">m_evolutionPathLearningRate</a> * ( 2.-<a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a89bd872d3d439e5108c49dfca3a27d2b" title="Learning rate (constant) for updating the evolution path.">m_evolutionPathLearningRate</a> );</div>
<div class="line"><a id="l00184" name="l00184"></a><span class="lineno">  184</span>        <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a6bf2c9b5df1dbaf02ebc2d4d353bda88" title="Low-pass filtered accumulation of successful mutative steps.">m_evolutionPath</a> *= 1 - <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a89bd872d3d439e5108c49dfca3a27d2b" title="Learning rate (constant) for updating the evolution path.">m_evolutionPathLearningRate</a>;</div>
<div class="line"><a id="l00185" name="l00185"></a><span class="lineno">  185</span>        rankOneUpdate(</div>
<div class="line"><a id="l00186" name="l00186"></a><span class="lineno">  186</span>            1 - <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a20bac09c3fe5303052fda9eb6482f0d4" title="Learning rate (constant) for updating the covariance matrix.">m_covarianceMatrixLearningRate</a>+evolutionpathUpdateWeight,</div>
<div class="line"><a id="l00187" name="l00187"></a><span class="lineno">  187</span>            <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a20bac09c3fe5303052fda9eb6482f0d4" title="Learning rate (constant) for updating the covariance matrix.">m_covarianceMatrixLearningRate</a>,</div>
<div class="line"><a id="l00188" name="l00188"></a><span class="lineno">  188</span>            <a class="code hl_variable" href="structshark_1_1_c_m_a_chromosome.html#a6bf2c9b5df1dbaf02ebc2d4d353bda88" title="Low-pass filtered accumulation of successful mutative steps.">m_evolutionPath</a></div>
<div class="line"><a id="l00189" name="l00189"></a><span class="lineno">  189</span>        );</div>
<div class="line"><a id="l00190" name="l00190"></a><span class="lineno">  190</span>    }</div>
<div class="line"><a id="l00191" name="l00191"></a><span class="lineno">  191</span>};</div>
</div>
<div class="line"><a id="l00192" name="l00192"></a><span class="lineno">  192</span>}</div>
<div class="line"><a id="l00193" name="l00193"></a><span class="lineno">  193</span> </div>
<div class="line"><a id="l00194" name="l00194"></a><span class="lineno">  194</span><span class="preprocessor">#endif </span></div>
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